Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 11.28% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 84,081 CHF | 14,112 CHF | 99.27% | 99.27% |
12/07/2024 | 12.83% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 73,330 CHF | 12,500 CHF | 99.27% | 99.27% |
11/07/2024 | 15.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 61,457 CHF | 10,719 CHF | 99.27% | 99.27% |
10/07/2024 | 15.47% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 59,856 CHF | 10,479 CHF | 99.27% | 99.27% |
09/07/2024 | 13.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 68,530 CHF | 11,780 CHF | 99.27% | 99.27% |
08/07/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 71,055 CHF | 12,158 CHF | 99.22% | 99.22% |
05/07/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 73,244 CHF | 12,487 CHF | 99.27% | 99.27% |
04/07/2024 | 15.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 61,423 CHF | 10,714 CHF | 99.27% | 99.27% |
03/07/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 48,742 CHF | 8,811 CHF | 99.27% | 99.27% |
02/07/2024 | 22.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 39,064 CHF | 7,360 CHF | 99.27% | 99.27% |